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The information content of implied volatilities and intraday returns is compared, in the context of forecasting index volatility over horizons from one to twenty days. Forecasts of two measures of realised volatility are obtained after estimating ARCH models using daily index returns, daily observations of the VIX index of implied volatility and sums of(More)
Polycomb-repressive complex 1 (PRC1) has a central role in the regulation of heritable gene silencing during differentiation and development. PRC1 recruitment is generally attributed to interaction of the chromodomain of the core protein Polycomb with trimethyl histone H3K27 (H3K27me3), catalyzed by a second complex, PRC2. Unexpectedly we find that RING1B,(More)
Genes on different chromosomes can be spatially associated in the nucleus in several transcriptional and regulatory situations; however, the functional significance of such associations remains unclear. Using human erythropoiesis as a model, we show that five cotranscribed genes, which are found on four different chromosomes, associate with each other at(More)
Risk-neutral (RN) and real-world (RW) densities are derived from option prices and risk assumptions, and are compared with densities obtained from historical time series. Two parametric methods that adjust from RN to RW densities are investigated, firstly a CRRA risk aversion transformation and secondly a statistical calibration. Both risk transformations(More)
ATRX is an X-linked gene of the SWI/SNF family, mutations in which cause syndromal mental retardation and downregulation of α-globin expression. Here we show that ATRX binds to tandem repeat (TR) sequences in both telomeres and euchromatin. Genes associated with these TRs can be dysregulated when ATRX is mutated, and the change in expression is determined(More)
Tumour necrosis factor alpha (TNFα) is a potent cytokine that signals through nuclear factor kappa B (NFκB) to activate a subset of human genes. It is usually assumed that this involves RNA polymerases transcribing responsive genes wherever they might be in the nucleus. Using primary human endothelial cells, variants of chromosome conformation capture(More)
The paper presents a concurrent algorithm for remote sensing applications that provides significant performance and image quality enhancements over conventional uniprocessor PCT techniques. The algorithm combines spectral angle classification, principal component transform, and human centered color mapping. It is evaluated from an image quality perspective(More)